| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1987 |
11-Sep-1987 |
Change |
Change % |
Previous Week |
| Open |
2,568.20 |
2,597.70 |
29.50 |
1.1% |
2,539.20 |
| High |
2,595.50 |
2,626.00 |
30.50 |
1.2% |
2,626.00 |
| Low |
2,549.40 |
2,575.40 |
26.00 |
1.0% |
2,493.80 |
| Close |
2,576.10 |
2,608.70 |
32.60 |
1.3% |
2,608.70 |
| Range |
46.10 |
50.60 |
4.50 |
9.8% |
132.20 |
| ATR |
56.21 |
55.81 |
-0.40 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.17 |
2,732.53 |
2,636.53 |
|
| R3 |
2,704.57 |
2,681.93 |
2,622.62 |
|
| R2 |
2,653.97 |
2,653.97 |
2,617.98 |
|
| R1 |
2,631.33 |
2,631.33 |
2,613.34 |
2,642.65 |
| PP |
2,603.37 |
2,603.37 |
2,603.37 |
2,609.03 |
| S1 |
2,580.73 |
2,580.73 |
2,604.06 |
2,592.05 |
| S2 |
2,552.77 |
2,552.77 |
2,599.42 |
|
| S3 |
2,502.17 |
2,530.13 |
2,594.79 |
|
| S4 |
2,451.57 |
2,479.53 |
2,580.87 |
|
|
| Weekly Pivots for week ending 11-Sep-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.77 |
2,922.93 |
2,681.41 |
|
| R3 |
2,840.57 |
2,790.73 |
2,645.06 |
|
| R2 |
2,708.37 |
2,708.37 |
2,632.94 |
|
| R1 |
2,658.53 |
2,658.53 |
2,620.82 |
2,683.45 |
| PP |
2,576.17 |
2,576.17 |
2,576.17 |
2,588.63 |
| S1 |
2,526.33 |
2,526.33 |
2,596.58 |
2,551.25 |
| S2 |
2,443.97 |
2,443.97 |
2,584.46 |
|
| S3 |
2,311.77 |
2,394.13 |
2,572.35 |
|
| S4 |
2,179.57 |
2,261.93 |
2,535.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,626.00 |
2,493.80 |
132.20 |
5.1% |
56.60 |
2.2% |
87% |
True |
False |
|
| 10 |
2,695.50 |
2,493.80 |
201.70 |
7.7% |
63.40 |
2.4% |
57% |
False |
False |
|
| 20 |
2,746.70 |
2,493.80 |
252.90 |
9.7% |
56.87 |
2.2% |
45% |
False |
False |
|
| 40 |
2,746.70 |
2,444.70 |
302.00 |
11.6% |
51.49 |
2.0% |
54% |
False |
False |
|
| 60 |
2,746.70 |
2,386.50 |
360.20 |
13.8% |
47.67 |
1.8% |
62% |
False |
False |
|
| 80 |
2,746.70 |
2,188.50 |
558.20 |
21.4% |
46.90 |
1.8% |
75% |
False |
False |
|
| 100 |
2,746.70 |
2,180.50 |
566.20 |
21.7% |
49.32 |
1.9% |
76% |
False |
False |
|
| 120 |
2,746.70 |
2,180.50 |
566.20 |
21.7% |
51.14 |
2.0% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.05 |
|
2.618 |
2,758.47 |
|
1.618 |
2,707.87 |
|
1.000 |
2,676.60 |
|
0.618 |
2,657.27 |
|
HIGH |
2,626.00 |
|
0.618 |
2,606.67 |
|
0.500 |
2,600.70 |
|
0.382 |
2,594.73 |
|
LOW |
2,575.40 |
|
0.618 |
2,544.13 |
|
1.000 |
2,524.80 |
|
1.618 |
2,493.53 |
|
2.618 |
2,442.93 |
|
4.250 |
2,360.35 |
|
|